Italy
Over 2020 to 2025 (6 years of data), PIAITEUR has tended to move short between 08.10 and 21.11, closing higher in 80.0% of those years for an average +5.02% move and an annualized Sharpe of 0.78.
Best window
08.10 - 21.11
Direction
Short
Win rate
80.0%
Avg return
+5.02%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 21.11 | Short | 80.0% | +5.02% | 0.78 | 5 |
| 09.10 → 21.11 | Short | 80.0% | +4.98% | 0.79 | 5 |
| 10.10 → 21.11 | Short | 80.0% |
| +4.96% |
| 0.80 |
| 5 |
| 08.10 → 30.11 | Short | 80.0% | +4.91% | 0.65 | 5 |
| 09.10 → 30.11 | Short | 80.0% | +4.86% | 0.65 | 5 |
| 07.10 → 21.11 | Short | 80.0% | +4.85% | 0.77 | 5 |
| 10.10 → 30.11 | Short | 80.0% | +4.83% | 0.65 | 5 |
| 08.10 → 29.11 | Short | 80.0% | +4.81% | 0.67 | 5 |